+212.4%
URI vs SHAK
-25.9%
+238.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.9% | +3.1% |
| 7D | +5.0% | -7.2% | +12.2% | +7.0% |
| 30D | -9.4% | -11.8% | +2.4% | -6.5% |
| 3M | -5.8% | +17.2% | -23.0% | -10.6% |
| 6M | +25.8% | -34.1% | +60.0% | +36.7% |
| YTD | +27.9% | -22.4% | +50.3% | +31.8% |
| 1Y | +9.7% | -35.9% | +45.6% | +19.0% |
| 3Y | +128.0% | -3.4% | +131.3% | +105.1% |
| 5Y | +212.4% | -25.4% | +237.8% | +187.1% |
| All | +212.4% | -25.9% | +238.3% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling